+6.8%
VRT vs ROP
+7.0%
-0.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.7% | +8.9% |
| 7D | -10.6% | -1.6% | -9.0% | -11.1% |
| 30D | -17.4% | +29.5% | -47.0% | +0.3% |
| 3M | -26.4% | +17.5% | -43.9% | -16.2% |
| 6M | -41.0% | +38.1% | -79.1% | -23.6% |
| YTD | +23.8% | +7.0% | +16.8% | +48.8% |
| All | +6.8% | +7.0% | -0.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling